On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression

On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression

We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.

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Bibliographische Detailangaben
Veröffentlicht in:The Annals of statistics 1987-06, Vol.15 (2), p.880-882
1. Verfasser: Jones, Lee K.
Format: Artikel
Sprache:eng
Schlagworte:
62H99
Exact sciences and technology
Mathematics
Multivariate analysis
Perceptron convergence procedure
Probability and statistics
Projection pursuit
ridge function
Sciences and techniques of general use
Short Communications
Statistics
strong convergence
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Beschreibung
Zusammenfassung:We generalize the projection pursuit procedure of Friedman and Stuetzle (abstract version) and prove strong convergence. This answers a question of Huber.
ISSN:0090-5364
2168-8966
DOI:10.1214/aos/1176350382